Successful automated trading with Excel + IB TWS

Quote from kotika:

...., i will make an educated guess. He is arbing the common against the single stock future.... :D
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I don't think so...I traded some single stock futures about a year ago (i think)..on JNPR (and also YHOO if I remember correctly). The spreads were too wide then to make it worth while so I stopped. I haven't looked at SSF since then so don't know if the liquidity is better now. Anyway, I'd leave any type of pure arbing (for e.g., common vs SSF) to the big boys w/ the trading desks set up just to do that. I don't think there is much crumbs left to pick for the small guy w/o taking risk. jmo.
 
Quote from jason_l:

LOL.. why do people keep telling him to try TS? He's explained that he uses tick data, not simple o/h/l/c bars, as well as marketdepth, etc. I haven't seen TS for a couple years, but it didn't have those capabilities in back testing back then.
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Not true. Are you sure it wasn't superchart (tradestation 4)?

You can test all related values to best bid/ask in Tradestation,
but not market depth. Not everyone needs market depth,
because it's very hard to interpret their movements
 
Quote from OptionScreen:

Not true. Are you sure it wasn't superchart (tradestation 4)?

You can test all related values to best bid/ask in Tradestation,
but not market depth. Not everyone needs market depth,
because it's very hard to interpret their movements
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hmm.. couldn't tell you. it was another traders platform whom was having me port his easylanguage stuff over to a standalone app.
 
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